Market & Credit Risk Manager

Financial Services
London, United Kingdom
Jun 08, 2021
Jun 16, 2021
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
My client is a leading international bank. This role is based in the City of London office.


The Market & Credit Risk Manager will be responsible for:
  • Build and/or improve on a risk report for various trading desks.
  • Perform market risk factor analysis in order to identify risk.
  • Attribute profit and losses to various market risk factors.
  • Perform ad hoc portfolio analysis on thematic basis or into significant risk positions.
  • Identify, quantify, analyse and troubleshoot market risk issues.
  • Evaluate, implement and optimise risk management processes and systems.
  • Attribute actual profits and losses to risk sensitivities.
  • Explain large profits/losses to top management in terms of market risk sensitivities.
  • Ensure daily interaction with traders and conduct scenario analysis on their behalf.
  • Attend, present to, and engage with various risk governance forums
  • Build and maintain professional working relationships with all stakeholders, displaying excellent abilities to initiate dialogue, listen, advise, influence and negotiate to achieve win-win outcomes.
  • Initiate meetings with key stakeholders to track progress, manage expectations and ensure stakeholders' requirements are delivered.
  • Build and/or improve counterparty credit risk reports
  • Assess exposures vs. limits across various instruments and netting sets
  • Monitor and escalate collateral conditions/requirements and liaising with Collateral team to ensure collateral conditions are met
  • Undertaking thematic or risk-based portfolio analysis projects, including performing stress testing
  • Assisting the London Branch to achieve/maintain compliance, in line with Group projects, with counterparty credit-risk related regulatory changes
  • Assist and liaise with the XVA desk in managing XVA costs/adjustments/optimization requests across the OTC and cleared derivative portfolios
  • Attend, present to, and engage with various risk governance forums


The successful Market & Credit Risk Manager candidate will have:
  • Degree in Mathematics, Physics or Quantitative Finance, Financial Economics or similar field
  • Financial Risk Manager (FRM) Qualification, CFA or Certificate in Quantitative Finance (CQF) advantageous
  • Minimum 3-4 years similar working experience in Financial Services
  • Experience in market or counterparty credit risk within a financial institution

Job Offer

This is a permanent Market & Credit Risk Manager role reporting into the CRO. This role will offer a competitive starting basic salary and excellent bonus and benefits.

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